CME Euro FX (E) Future September 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 1.2978 1.3000 0.0022 0.2% 1.3092
High 1.2978 1.3044 0.0066 0.5% 1.3141
Low 1.2978 1.3000 0.0022 0.2% 1.2939
Close 1.2978 1.3041 0.0063 0.5% 1.2968
Range 0.0000 0.0044 0.0044 0.0202
ATR 0.0047 0.0048 0.0001 2.9% 0.0000
Volume 2 2 0 0.0% 27
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3160 1.3145 1.3065
R3 1.3116 1.3101 1.3053
R2 1.3072 1.3072 1.3049
R1 1.3057 1.3057 1.3045 1.3065
PP 1.3028 1.3028 1.3028 1.3032
S1 1.3013 1.3013 1.3037 1.3021
S2 1.2984 1.2984 1.3033
S3 1.2940 1.2969 1.3029
S4 1.2896 1.2925 1.3017
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.3622 1.3497 1.3079
R3 1.3420 1.3295 1.3024
R2 1.3218 1.3218 1.3005
R1 1.3093 1.3093 1.2987 1.3055
PP 1.3016 1.3016 1.3016 1.2997
S1 1.2891 1.2891 1.2949 1.2853
S2 1.2814 1.2814 1.2931
S3 1.2612 1.2689 1.2912
S4 1.2410 1.2487 1.2857
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3117 1.2939 0.0178 1.4% 0.0031 0.2% 57% False False 2
10 1.3141 1.2932 0.0209 1.6% 0.0030 0.2% 52% False False 3
20 1.3141 1.2751 0.0390 3.0% 0.0026 0.2% 74% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3231
2.618 1.3159
1.618 1.3115
1.000 1.3088
0.618 1.3071
HIGH 1.3044
0.618 1.3027
0.500 1.3022
0.382 1.3017
LOW 1.3000
0.618 1.2973
1.000 1.2956
1.618 1.2929
2.618 1.2885
4.250 1.2813
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 1.3035 1.3025
PP 1.3028 1.3008
S1 1.3022 1.2992

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These figures are updated between 7pm and 10pm EST after a trading day.

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